DFUSX vs. EEM
DFUSX (DFA U.S. Large Company Portfolio) and EEM (iShares MSCI Emerging Markets ETF) are both funds - DFUSX is a Large Cap Blend Equities fund managed by Dimensional, while EEM is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Over the past 10 years, DFUSX returned 15.30%/yr vs 9.91%/yr for EEM. A 0.74 correlation means they provide meaningful diversification when combined. DFUSX charges 0.08%/yr vs 0.72%/yr for EEM.
Performance
DFUSX vs. EEM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFUSX achieves a 8.57% return, which is significantly lower than EEM's 24.07% return. Over the past 10 years, DFUSX has outperformed EEM with an annualized return of 15.30%, while EEM has yielded a comparatively lower 9.91% annualized return.
DFUSX
- 1D
- 1.80%
- 1M
- -0.12%
- YTD
- 8.57%
- 6M
- 8.90%
- 1Y
- 25.09%
- 3Y*
- 20.99%
- 5Y*
- 13.26%
- 10Y*
- 15.30%
EEM
- 1D
- 0.56%
- 1M
- 0.74%
- YTD
- 24.07%
- 6M
- 26.94%
- 1Y
- 47.57%
- 3Y*
- 21.60%
- 5Y*
- 6.56%
- 10Y*
- 9.91%
DFUSX vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 8.57% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
EEM iShares MSCI Emerging Markets ETF | 24.07% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 17.02% | 18.22% | -15.31% | 37.26% |
Correlation
The correlation between DFUSX and EEM is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2003 | 0.74 |
The correlation between DFUSX and EEM has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFUSX vs. EEM — Risk / Return Rank
DFUSX
EEM
DFUSX vs. EEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and iShares MSCI Emerging Markets ETF (EEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFUSX | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.36 | -0.60 |
| Martin ratioReturn relative to average drawdown | 12.54 | 12.38 | +0.16 |
Loading charts...
Drawdowns
DFUSX vs. EEM - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for DFUSX and EEM.
Loading charts...
Drawdown Indicators
| DFUSX | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -66.43% | +11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -13.52% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -17.29% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -37.49% | +12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -39.82% | +6.03% |
Current DrawdownCurrent decline from peak | -2.81% | -4.12% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -16.00% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 3.67% | -1.73% |
Volatility
DFUSX vs. EEM - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.46%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 10.80%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFUSX | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 10.80% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 19.39% | -9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 21.64% | -9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 19.26% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 20.64% | -2.54% |
DFUSX vs. EEM - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than EEM's 0.72% expense ratio.
Dividends
DFUSX vs. EEM - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 0.98%, less than EEM's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.98% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
EEM iShares MSCI Emerging Markets ETF | 1.79% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
Frequently Asked Questions
DFUSX and EEM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEM has higher volatility (10.80%) compared to DFUSX (4.46%). In terms of maximum drawdown, DFUSX dropped -54.96% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (2.10 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DFUSX and EEM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer